1991•Communication in Statistics- Theory and MethodsRequires access
On the law of the iterated logarithm for arrays of random variables
Tien-Chung Hu
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Abstract
For sequences of independent, identically distributed random variables, it is well known that the existence of second moment implies the law of the iterated logarithm. Can it be extended from sequences to arrays even under the stronger assumption of the existence of higher moments? In this note, we provide a counter example which tells us that the law of the iterated logarithm for arrays is false even for bounded random variables